+199.0%
AMD vs EMR
+80.8%
+118.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.2% |
| 7D | -11.0% | -1.6% | -9.5% | -9.2% |
| 30D | -30.5% | +2.0% | -32.4% | -30.9% |
| 3M | -8.2% | +3.8% | -12.0% | -10.5% |
| 6M | +6.6% | +10.5% | -4.0% | -1.6% |
| YTD | +109.7% | +23.7% | +86.0% | +72.7% |
| 1Y | +88.9% | +25.4% | +63.5% | +53.8% |
| 3Y | +301.8% | +86.6% | +215.3% | +123.2% |
| All | +199.0% | +80.8% | +118.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling